Hi Statalisters,

I need your help once again, probably for the last time.

I am running a fixed effects estimation on a panel dataset from China. I run a full regression, and then seperately some regressions with interaction terms, and some where I limit the sample to certain individuals. It looks somewhat like this

Code:
xtreg dep control1 control2 control3 control4 control5, fe vce(cluster state)
xtreg dep control1 control2 control3 control4 control5, fe vce(cluster state)   (on a subsample)
xtreg dep control1 control2 control3, fe vce(cluster state)
xtreg dep control1 control2 control3 control4 control5 control3*control4, fe vce(cluster state)
Now my supervisor has flagged to me that I should adjust the standard errors for multiple hypothesis testing. I have found this thread on it (https://www.statalist.org/forums/for...thesis-testing), but apart from this there is very little information available on this. Could anyone point me in the direction of how to implement this in Stata?

Many thanks in advance,
Andreas